+309.6%
IVV vs ESI
+323.5%
-13.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.8% | +0.7% |
| 7D | +0.1% | -3.5% | +3.5% | +1.1% |
| 30D | -3.3% | -9.3% | +5.9% | -0.7% |
| 3M | -2.4% | -12.8% | +10.4% | +1.1% |
| 6M | +2.6% | -24.6% | +27.2% | +10.1% |
| YTD | +11.3% | +32.7% | -21.4% | -2.7% |
| 1Y | +13.4% | +20.3% | -6.9% | +2.4% |
| 3Y | +80.3% | +80.2% | +0.1% | +37.8% |
| 5Y | +72.7% | +40.0% | +32.8% | +40.7% |
| 10Y | +309.6% | +310.8% | -1.1% | +129.0% |
| All | +309.6% | +323.5% | -13.8% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling